That is too large a question to answer quickly; you will have to write lots of object-oriented programming , and see whether you can find a book or internet tutorial which is any good. There are some very good websites where people will help with your questions about OO programming, for example this one
We don't say "function call" in Java; we call those things "methods" so that is a "method call" or "method invocation".
In the example you quote,
Yes, you are creating an object of the class "A".
Yes, you are sending a message, telling it to use its add method with the value 3.
You are not specifying any initial values for anything in the A object, because you have empty () after "new A".
But you can never use the A object; after that statement, the "A" object will vanish into cyber-limbo never to be see again. Now if you gave an identifier (name) to the "A" object, you could write thisI hope that is of help
By the way: Please use the code button, and maintain indentation in your code; it is much easier to read.